+366.6%
CBRE vs SPY
+307.0%
+59.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -1.8% | +2.6% | -4.4% | -4.7% |
| 30D | +3.3% | -2.0% | +5.3% | +5.7% |
| 3M | -12.4% | -2.8% | -9.6% | -9.4% |
| 6M | -5.4% | +2.1% | -7.5% | -8.2% |
| YTD | -17.2% | +11.5% | -28.7% | -27.6% |
| 1Y | -13.1% | +13.5% | -26.6% | -25.5% |
| 3Y | +81.6% | +77.7% | +3.9% | -11.1% |
| 5Y | +26.4% | +72.6% | -46.2% | -35.2% |
| All | +366.6% | +307.0% | +59.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling